DATE

NAV

2-Feb-11

202.961

3-Mar-11

203.802

1-Apr-11

214.836

2-May-11
1-Jun-11
1-Jul-11

213.073
210.437
211.831

1-Aug-11

208.824

3-Sep-11
3-Oct-11
2-Nov-11

190.591
184.462
195.675

1-Dec-11
2-Jan-12
1-Feb-12
2-Mar-12
3-Apr-12
2-May-12
1-Jun-12
2-Jul-12
3-Aug-12
3-Sep-12
1-Oct-12

183.153
171.301
195.731
203.078
204.746
198.482
183.658
200.009
195.721
193.362
215.267

2-Nov-12

214.091

3-Dec-12

221.297

1-Jan-13
1-Feb-13

228.943
230.186

Total

Mean

0.6784575015

0.67%
13.41%
13.41%
57.42%
5.00%
0.42%
2.83%
0.27
0.0735274253

Monthly Return
CAGR
Holding Period Return
s.d
Rf T Bills/ MAR
Monthly Rf/ MAR
Index Return/ Bench Mark Monthly
R
R2

Monthly
Sharpe Ratio
Trenyor
Jhensen Alpha
Sortino Ratio
Information Ratio

0.004
0.003
0.05
0.02

CAPM Return
CAPM Return
Eugene Fama

0.03

Return
(a)
13.41%

Source
http://www.camsonline.com/selnav-ou.html
http://www.valueresearchonline.com/funds/default.asp
http://smartinvestor.business-standard.com/mf/nav-614-HDFC_Top_200

Monthly Returns

0.4143653214
5.4140783702
-0.8206259659
-1.2371346909
0.6624310364
-1.4195278311
-8.7312760985
-3.2157866846
6.0787587687
-6.3993867382
-6.4710924746
14.2614462262
3.7536210411
0.8213592807
-3.0594004278
-7.4686873369
8.9029609383
-2.1439035243
-1.2052871179
11.3284926718
-0.5462983179
3.3658584434
3.4550852474
0.5429298996

16.2829800364

Annualised
0.02
0.01
-5.44%
0.18
0.08
39.74%
18.85%
Total Selectivity
(b)
-5.44%

14-HDFC_Top_200_Fund_G.htm

UTI Nifty Fund - Growth OF HDFC

(Nav -Mean)

-15.868614715
-10.8689016663
-17.1036060023
-17.5201147274
-15.6205490001
-17.7025078676
-25.014256135
-19.498766721
-10.2042212677
-22.6823667747
-22.754072511
-2.0215338102
-12.5293589953
-15.4616207558
-19.3423804643
-23.7516673733
-7.3800190982
-18.4268835608
-17.4882671543
-4.9544873647
-16.8292783543
-12.9171215931
-12.827894789
-15.7400501369
Var 2Fund

S.D Fund

On basis of Monthly Data

On basis of CAGR Data
Return as per Capital Market Line CML
(c )
80.93%

(Nav -Mean)2

Monthly Returns

(R- Rf)

251.812932974

0.41%

118.1330234309
292.5333382819
306.9544200603
244.0015510639

5.41%
-0.82%
-1.24%
0.66%

-1.24%
-1.65%

313.3787848022
625.7130099863
380.2019036408

-1.42%
-8.73%
-3.22%

-1.84%
-9.15%
-3.63%

104.1261316802
514.4897625002
517.7478158378
4.0865989458
156.9848368337
239.0617163954
374.1276820255
564.1417030134
54.4646818895
339.5500377628
305.8394880613

6.08%
-6.40%
-6.47%
14.26%
3.75%
0.82%
-3.06%
-7.47%
8.90%
-2.14%
-1.21%

24.5469450467

11.33%

283.2246099281

-0.55%

166.8520302502
164.5548847181
247.749178311

3.37%
3.46%
0.54%

-6.82%
-6.89%

-3.48%
-7.89%
-2.56%
-1.62%
-0.96%

6594.277067
3297.13853372

57.4207152

Divide by Observations
Square Root
Multiply by 100
Down Side Deviation

Net Selectivity

Return due to inadequate diversi

(d)

(e)
-67.52%

62.08%

(R- Rf)2

Nifty
5242.7
5043.2
0.02%
0.03%

5240.5
5906.7
5490.5
5950.85

0.03%
0.84%
0.13%

5998.9
5719.7
5352.62
5999.35
5939.3
5898.85
5727.85
6265.27
5780.05
6307.2
6217.85
6301.65
6001.8
6221.45

0.46%
0.47%

0.12%
0.62%
0.07%
0.03%

6721.05
0.01%

6694.8
7362.5
7634.7
6231.2

2.83%

equate diversification

0.0023566113

Mean

0.0485449407 CAGR/Holding
4.8544940688
4.90%

Monthly Returns

(Returns -Mean) (Returns -Mean)2

-3.81

-5.80

33.62

3.91
12.71
-7.05
8.38

1.92
10.72
-9.04
6.39

3.68
114.91
81.70
40.85

0.81
-4.65
-6.42

-1.19
-6.65
-8.41

1.40
44.18
70.74

12.08
-1.00
-0.68
-2.90
9.38
-7.74
9.12
-1.42
1.35
-4.76
3.66

10.09
-2.99
-2.67
-4.89
7.39
-9.74
7.13
-3.41
-0.64
-6.75
1.67

101.80
8.96
7.15
23.93
54.61
94.82
50.80
11.62
0.42
45.58
2.78

8.03

6.04

36.45

-0.39

-2.38

5.68

9.97
3.70
-18.38

7.98
1.70
-20.38

63.69
2.90
415.18

23.91

1317.46

1.9927100374

Var 2 Market

109.7886808526

18.85%

S.D Market

10.4780093936


Mean

Diff of Returns of NAV and NIFTY

(R-Mean)

(R-Mean)2

-4.22

-4.86

23.58

-1.50

-2.14

4.57

13.53

12.90

166.34

-5.81

-6.44

41.54

7.72

7.09

50.22

2.23

1.59

2.53

4.08

3.44

11.84

-3.20

-3.84

14.73

6.00

5.37

28.81

5.40

4.76

22.68

5.79

5.15

26.57

-17.16

-17.80

316.70

5.63

4.99

24.93

-8.57

-9.20

84.67

12.18

11.54

133.26

6.05

5.42

29.34

-7.56

-8.19

67.09

-2.61

-3.25

10.56

4.87

4.23

17.89

-3.30

-3.93

15.48

0.16

-0.48

0.23

6.61

5.97

35.66

0.24

-0.39

0.16

-18.93

-19.56

382.67

7.63
0.6357950344

1512.04

Var2

126.0033415

S.D

11.225121
11.23%

Tracking Error
Tracking Error